Small time and semiclassical asymptotics for stochastic heat equations driven by Lévy noise

DOI10.1080/1045112021000040964zbMATH Open1018.60062OpenAlexW2094508282MaRDI QIDQ4804690FDOQ4804690

Authors:

Publication date: 26 August 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112021000040964

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zbMATH Keywords

WKB methodstochastic heat equationsLévy processes

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Semiclassical techniques, including WKB and Maslov methods applied to problems in quantum theory (81Q20)

Cited In (5)

• Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
• On mean field games with common noise and McKean-Vlasov SPDEs
• Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations
• The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise
• Stochastic heat and Burgers equations and their singularities. II. Analytical properties and limiting distributions

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